Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

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algorithmic-trading covariance efficient-frontier finance financial-analysis investing investment investment-analysis portfolio-management portfolio-optimization python quantitative-finance
2 Open Issues Need Help Last updated: Feb 26, 2026

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AI Summary: The ReadTheDocs builds for the project are currently failing, with the cause unknown but potentially linked to the recent migration to the `pyportfolio` GitHub organization. Investigation is required to diagnose and fix the build failures, and an optional enhancement would be to add a CI step for document builds with a preview.

Complexity: 3/5
enhancement good first issue

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Jupyter Notebook
#algorithmic-trading#covariance#efficient-frontier#finance#financial-analysis#investing#investment#investment-analysis#portfolio-management#portfolio-optimization#python#quantitative-finance
good first issue documentation

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Jupyter Notebook
#algorithmic-trading#covariance#efficient-frontier#finance#financial-analysis#investing#investment#investment-analysis#portfolio-management#portfolio-optimization#python#quantitative-finance